UEFI defined EFI_ATA_PASS_THRU_PROTOCOL interface for RAID mode. But because the RAID implementation is vendor specific, you should ask the RAID adaptor vendor
to see if they support >UEFI 2.2 and provide UEFI RAID oprom to allow user access UEFI interface.

I'm trying to develop an UEFI application aiming to send LSI commands to a LSI MegaRaid Controller. However, I couldn't find any protocol for RAID on UDK. Is there any?

If not, as far as I read about it, it seems I should use some driver which could pass through the commands to such device using PCI-e interface. Does anybody have any experience on it and could share some thoughts?